The cosmic geography in which the Norse deities dwell encompasses nine realms of interconnected realities that are often referred to as the Nine Worlds. These realms are all linked together by the various branches of the cosmic ash tree referred to in the myths as Yggdrasil. Asgard was connected to Midgard (the Earth) by a rainbow-hued bridge called Bifrost. The Nine Worlds of the Norse cosmology are the following:

An 1847 depiction of the Norse Yggdrasil as described in the Icelandic Prose Edda.
1. Asgard – the realm inhabited by the great majority of the Norse deities, and ruled by Odin and Frigga. Most of the deities have their own palace, and it’s the original home of the war-loving Aesir tribe. Asgard is described in the myths as an amazing and majestic realm of towering spires and palaces of gold and silver situated within a remarkable city. It is surrounded by miles and miles of enchanted woodlands, rivers, and seas, which are populated by a large number of life forms, many of them analogous to Earth creatures, such as dogs, cats, and horses, and others unlike anything natural to the biological fauna of Earth, including dragons and various types of sea serpents. This realm is also the original home of the Aesir, one of the two tribes of deities who merged into a single tribe, the Asgardians. A special section of Asgard called Valhalla is inhabited by the souls of heroic and virtuous mortals who followed the Norse path, and these honored dead, known collectively as the Einerjar, are ruled by Odin and Freya (each of whom rules over half of these fallen heroes).

Asgard home of the Gods
2. Vanaheim – former home of the Vanir, a tribe of peaceful but powerful fertility deities, that went to war with the Aesir of Asgard and eventually achieved peace with them, merging and intermarrying with this other tribe, and making their home with them in Asgard. Vanaheim, like Asgard, is a spectacular realm that is dotted with vast, unspoiled forests and bodies of water, all of which are inhabited by nature spirits and equivalents of Earth animals.

3. Alfheim – the realm of the Light Elves, once ruled by the Norse god Frey in his youth (who since migrated to Asgard). The light elves are the enchanted, shape-shifting beings of great magickal power who were known to the Celtic people as the faerie folk, or faes, and Alfheim is simply another word for the twilight realm known in Ireland and Scotland as Faerieland.

4. Svartalfheim – the home of the Dark Elves, an offshoot species of the inhabitants of Alfheim, who have been known to people in the Western world as goblins, bogarts, and many other names.

Many Norse thought that dark elves were also responsible for nightmares. These dark elves were called mare. A mare would sit on a sleeping person’s chest and whisper bad dreams to haunt the person. A mare can also haunt animals, particularly horses. The dark elves can not be exposed to the sun, if the sun’s beams of light reached them they would instantly turn into stones.
5. Midgard – this word, meaning “Middle Realm,” is the Asgardian name for the Earth dimension, which is the material manifested world of humanity that we mortals inhabit. As we all know, our realm operates under a set of physical laws recognized by science, but the quantum nature of our reality enables mortals of varying skill to wield energies that can be drawn from the other, magickal realms comprising the Nine Worlds (and beyond).

6. Jotunheim – the realm of the Jotun, or Giants, a third tribe of humanoid beings of great magickal power to rival the Aesir and Vanir who never made peace with either of these other two tribes, and are considered their sworn enemies. This realm is distinguished by an extremely cold, snow-capped tundra and huge mountain ranges.

7. Nidavellir – rocky realm characterized by miles of caves whose whose lower levels are inhabited by the diminutive and elusive race of humanoid beings known as the Dwarves, where they maintain their forges that they sometimes use in the service of the deities, and occasionally for a few select mortals.

8. Helheim (Hel) – this is the twilight realm of the common dead, the souls of those mortals and deities living under the purview of the Norse cosmology who were neither truly heroic nor truly evil, and are ruled by the death goddess Hela, where her great palace resides. Helheim (not to be confused with the Hell of Biblical legend) is described as having a gray, barren, and bleak landscape.

9. Niflheim – this frozen reality of endless snowscapes is the bitter realm of the dishonored – i.e., evil dead, the relatively small number of mortal souls of those people who were truly and remorselessly malicious or murderous while alive. It’s described in the legends as being an extremely cold, frozen landscape of endless night. The souls confined to that realm are subject to frequent hardships and tortures, and also fall under the rulership of the death goddess Hela. Niflheim is the former home of Ymir, the primal frost giant, and the birthplace of the later race of giants whom he spawned during the early history of the Nine Worlds. Niflheim may also be the same dimensional plane as the afterlife realm sometimes referred to as Winterland, where a small number of Wiccans fear that the most malign amongst their number may dwell at least temporarily following their mortal demise.